Cross-cryptocurrency return predictability

DOI10.1016/J.JEDC.2024.104863MaRDI QIDQ6572647

Yu Wang, Jun Tu, Bo Sang, Li Guo

Publication date: 16 July 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

adaptive LASSOreturn predictabilitycryptocurrencyinformation spillover

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Title not available (Why is that?)
• The Adaptive Lasso and Its Oracle Properties
• Determining the Number of Factors in Approximate Factor Models

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